Modeling and Forecasting Stock Market Volatility in Frontier Markets: Evidence From Four European and Four African Frontier Markets-Reference-Cited by-同舟云学术

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Modeling and Forecasting Stock Market Volatility in Frontier Markets: Evidence From Four European and Four African Frontier Markets

Published:2016 Issue: Volume: Page:39-54
ISSN:
Container-title:Handbook of Frontier Markets
language:
Short-container-title:

Author:

Kambouroudis D.S.

Publisher

Elsevier

Reference59 articles.

1. Ahoniemi, K., 2008. Modelling and forecasting the VIX index, Unpublished working paper, Helsinki School of Economics and HECER.

2. Estimating stock market volatility using asymmetric GARCH models;Alberg;Appl. Financial Econ.,2008

3. Answering the skeptics: yes, standard volatility models do provide accurate forecasts;Andersen;Int. Econ. Rev.,1998

4. Forecasting financial market volatility: sample frequency vis-à-vis forecast horizon;Andersen;J. Empir. Finance,1999

5. The impact of regulatory changes on stock market volatility and the cost of equity capital: evidence from an emerging market;Antoniou;Eur. Financial Manag.,1997

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1. An artificial neural network augmented GARCH model for Islamic stock market volatility: Do asymmetry and long memory matter?;International Journal of Islamic and Middle Eastern Finance and Management;2021-05-12

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